Complex lighting situations issues_light intensity decreases > number lights increases
The default "Path Tracing" integrator is coded so that for each sample, it will bounce light from a randomly-chosen lamp.

My suggestion is that you change the integrator to "Branched Path Trace", which you can change from the Sampling sub-tab.

Using Branched PT will make cycles take bounces from every light for each sample.  This comes at the cost of increasing render times, but with the added benefit of reducing noise.

More info here: https://docs.blender.org/manual/en/dev/render/cycles/settings/integrator.html

EDIT: As a further note, Blender 2.79 will feature probablistic termination of lights based on contribution.  Basically, it will randomly skip sampling from lights if their contribution to a sample would be below a certain threshold, causing it to spend less time computing bounces for lights which make little or no difference for a given sample.  This provides speed gains in complex lighting setups, particularly where some of the lights are distant or occluded.  More info here: https://developer.blender.org/rB26bf230